NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 9,070 9,020 -50 -0.6% 8,990
High 9,115 9,055 -60 -0.7% 9,115
Low 9,015 8,985 -30 -0.3% 8,830
Close 9,020 9,030 10 0.1% 9,020
Range 100 70 -30 -30.0% 285
ATR 148 142 -6 -3.8% 0
Volume 4,969 2,540 -2,429 -48.9% 16,920
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 9,233 9,202 9,069
R3 9,163 9,132 9,049
R2 9,093 9,093 9,043
R1 9,062 9,062 9,037 9,078
PP 9,023 9,023 9,023 9,031
S1 8,992 8,992 9,024 9,008
S2 8,953 8,953 9,017
S3 8,883 8,922 9,011
S4 8,813 8,852 8,992
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 9,843 9,717 9,177
R3 9,558 9,432 9,099
R2 9,273 9,273 9,072
R1 9,147 9,147 9,046 9,210
PP 8,988 8,988 8,988 9,020
S1 8,862 8,862 8,994 8,925
S2 8,703 8,703 8,968
S3 8,418 8,577 8,942
S4 8,133 8,292 8,863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,115 8,830 285 3.2% 137 1.5% 70% False False 3,719
10 9,135 8,830 305 3.4% 152 1.7% 66% False False 4,489
20 9,135 8,505 630 7.0% 152 1.7% 83% False False 5,140
40 9,235 8,505 730 8.1% 141 1.6% 72% False False 5,106
60 9,245 8,505 740 8.2% 117 1.3% 71% False False 3,629
80 9,245 8,365 880 9.7% 90 1.0% 76% False False 2,723
100 9,245 8,365 880 9.7% 73 0.8% 76% False False 2,179
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 9,353
2.618 9,238
1.618 9,168
1.000 9,125
0.618 9,098
HIGH 9,055
0.618 9,028
0.500 9,020
0.382 9,012
LOW 8,985
0.618 8,942
1.000 8,915
1.618 8,872
2.618 8,802
4.250 8,688
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 9,027 9,013
PP 9,023 8,995
S1 9,020 8,978

These figures are updated between 7pm and 10pm EST after a trading day.

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